In English (and in the Romance languages) the planets are named after Roman and Greek gods. This came from ancient times, as the planets were very important to the Greeks and Romans (along with many other ancient civilizations). The planets that can't be seen with the naked eye, like Neptune, were named later after their discovery with telescopes. Astronomers stuck with the convention of naming planets after gods. The term for Earth, on the other hand, comes from the term for the ground or soil.

In Japanese and Chinese, on the other hand, the planets are named after what ancient cultures viewed to be the basic elements -- like fire, water, metal, and wood. I bet if we look around the Earth we will find lots of different ways to name the planets!